Heat oven to 350°F. Make cookie dough, using oil, water and egg, and bake as directed on package. Cool completely.

Spoon about 1 teaspoon of marshmallow creme on the bottom of half of the cookies. Top each with a second cookie, bottom side down; gently press together.

In small saucepan, heat peanut butter chips and shortening over low heat, stirring frequently, until melted and smooth. Spoon about 2 teaspoons peanut butter mixture over each cookie, spreading with back of spoon over top and side. Place on waxed paper. Let stand 30 minutes or until set.